It’s obvious that I needed to add at least one authenticator to continue, however after adding them the message
You are required to enable two-factor authentication before accessing this site.
does not go away, nor is there a clear next step.
Were I not already familiar I might wonder “Do I need to trigger a save? Where do I go next?”
I suggest:
have the error message change to e.g. “You have added at least one authenticator, you may add additional methods or [continue] to the site.” with a green background
perhaps add a Continue button at the bottom to give the user a clear CTA
This is good feedback. I’d make sure to highly discourage leaving this screen with a single Security Key as the only option - insist that a second SK or alternate option is enabled.